+221.8%
VT vs WCC
+431.3%
-209.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +2.4% | +9.9% | -7.6% | 0.0% |
| 30D | -1.5% | -8.4% | +6.9% | +0.1% |
| 3M | -4.1% | -10.3% | +6.2% | -2.4% |
| 6M | +0.6% | -10.5% | +11.0% | +1.8% |
| YTD | +11.0% | +32.2% | -21.1% | +1.3% |
| 1Y | +13.3% | +25.5% | -12.2% | +4.6% |
| 3Y | +73.4% | +134.7% | -61.3% | +30.3% |
| 5Y | +57.4% | +139.9% | -82.5% | +12.4% |
| All | +221.8% | +431.3% | -209.5% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling